Bulk universality for Wigner matrices

We consider N × N Hermitian Wigner random matrices H where the probability density for each matrix element is given by the density ν(x) = e^?U(x). We prove that the eigenvalue statistics in the bulk are given by the Dyson sine kernel provided that U ∈ C⁶( input amssym $Bbb R$ ) with at most polynomially growing derivatives and ν(x) ≥ Ce^?C|x| for x large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales. © 2010 Wiley Periodicals, Inc.     

Eigenvector distribution of Wigner matrices

We consider N × N Hermitian or symmetric random matrices with independent entries. The distribution of the (i, j)-th matrix element is given by a probability measure ν _ij whose first two moments coincide with those of the corresponding Gaussian ensemble. We prove that the joint probability distribution of the components of eigenvectors associated with eigenvalues close to the spectral edge agrees with that of the corresponding Gaussian ensemble. For eigenvectors associated with bulk eigenvalues, the same conclusion holds provided the first four moments of the distribution ν _ij coincide with those of the corresponding Gaussian ensemble. More generally, we prove that the joint eigenvector–eigenvalue distributions near the spectral edge of two generalized Wigner ensembles agree, provided that the first two moments of the entries match and that one of the ensembles satisfies a level repulsion estimate. If in addition the first four moments match then this result holds also in the bulk.     

Average density of states for Hermitian Wigner matrices

We consider ensembles of N×N Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density function of the entries, we show that the expectation of the density of states on arbitrarily small intervals converges to the semicircle law, as N tends to infinity.     

Bulk universality holds in measure for compactly supported measures

Let μ be a measure with compact support, with orthonormal polynomials {p _n } and associated reproducing kernels {K _n }. We show that bulk universality holds in measure in {ξ: μ′(ξ) > 0}. More precisely, given ɛ, r > 0, the linear Lebesgue measure of the set {ξ: μ′(ξ) > 0} and for which

Fluctuations of deformed Wigner random matrices

Let X_n be a standard real symmetric (complex Hermitian) Wigner matrix, y₁, y₂, . . . , y_n a sequence of independent real random variables independent of X_n. Consider the deformed Wigner matrix H_n,α = n^-1/2X_n + n^-α/2 diag (y₁, . . . , y_n), where 0<α<1. It is well known that the average spectral distribution is the classical Wigner semicircle law, i.e., the Stieltjes transform m_n,α(z) converges in probability to the corresponding Stieltjes transform m(z). In this paper, we shall give the asymptotic estimate for the expectation Em_n,α(z) and varianceVar(m_n,α(z)), and establish the central limit theorem for linear statistics with sufficiently regular test function. A basic tool in the study is Stein’s equation and its generalization which naturally leads to a certain recursive equation.     

Eigenvalues for generalized Hausdorff matrices

We introduce a new class of generalized Hausdorff matrices and show that their eigenvalues and corresponding eigenspaces can be obtained very easily. We also consider these matrices as operators on ^p (1p).     

Perturbation of Wigner matrices and a conjecture

Let be an arbitrary self-adjoint matrix and be an (random) Wigner matrix. We show that is positive definite in the average. This partially answers a long-standing conjecture. On the basis of asymptotic freeness our result implies that is positive definite whenever the noncommutative random variables and are in free relation, with semicircular.

     

A construction for modified generalized Hadamard matrices using QGH matrices

Let G be a group of order mu and U a normal subgroup of G of order u. Let G/U = {U ₁,U ₂, . . . ,U _m } be the set of cosets of U in G. We say a matrix H = [h _ij ] of order k with entries from G is a quasi-generalized Hadamard matrix with respect to the cosets G/U if \({\sum_{1\le t \le k} h_{it}h_{jt}^{-1} = \lambda_{ij1}U_1+\cdots+\lambda_{ijm}U_m (\exists\lambda_{ij1},\ldots, \exists \lambda_{ijm} \in \mathbb{Z})}\) for any i ≠ j. On the other hand, in our previous article we defined a modified generalized Hadamard matrix GH(s, u, λ) over a group G, from which a TD _λ (uλ, u) admitting G as a semiregular automorphism group is obtained. In this article, we present a method for combining quasi-generalized Hadamard matrices and semiregular relative difference sets to produce modified generalized Hadamard matrices.     

Extremal eigenvalues and eigenvectors of deformed Wigner matrices

We consider random matrices of the form \(H = W + \lambda V, \lambda \in {\mathbb {R}}^+\), where \(W\) is a real symmetric or complex Hermitian Wigner matrix of size \(N\) and \(V\) is a real bounded diagonal random matrix of size \(N\) with i.i.d. entries that are independent of \(W\). We assume subexponential decay of the distribution of the matrix entries of \(W\) and we choose \(\lambda \sim 1\), so that the eigenvalues of \(W\) and \(\lambda V\) are typically of the same order. Further, we assume that the density of the entries of \(V\) is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is \(\lambda _+\in {\mathbb {R}}^+\) such that the largest eigenvalues of \(H\) are in the limit of large \(N\) determined by the order statistics of \(V\) for \(\lambda >\lambda _+\). In particular, the largest eigenvalue of \(H\) has a Weibull distribution in the limit \(N\rightarrow \infty \) if \(\lambda >\lambda _+\). Moreover, for \(N\) sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for \(\lambda >\lambda _+\), while they are completely delocalized for \(\lambda <\lambda _+\). Similar results hold for the lowest eigenvalues.     

Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices

This paper focuses on the dilute real symmetric Wigner matrix Mn=1√n(aij)n×n,whose offdiagonal entries aij(1 i=j n)have mean zero and unit variance,Ea4ij=θnα(θ0)and the fifth moments of aij satisfy a Lindeberg type condition.When the dilute parameter 0α13and the test function satisfies some regular conditions,it proves that the centered linear eigenvalue statistics of Mn obey the central limit theorem.     

Inverse problems for periodic generalized Jacobi matrices

Some inverse problems for semi-infinite periodic generalized Jacobi matrices are considered. In particular, a generalization of the Abel criterion is presented. The approach is based on the fact that the solvability of the Pell-Abel equation is equivalent to the existence of a certainly normalized J-unitary 2×2-matrix polynomial (the monodromy matrix).     

Inequalities for generalized eigenvalues of quaternion matrices

Periodica Mathematica Hungarica - Studying eigenvalues of square matrices is a traditional and fundamental direction in linear algebra. Quaternion matrices constitute an important and extensively...     

Inversion formulas for infinite generalized Toeplitz matrices

Inversion formulas are obtained for a certain class of infinite matrices that possess displacement structure similar to that of finite block Toeplitz matrices. Consequences are symmetric inversion formulas for matrix-valued singular integral operators and infinite Toeplitz plus Hankel matrices.